The paper presents recent results concerning the experimental mechanical characterization, the numerical modeling and the design of micro-needles used in the construction of probe heads for wafer testing. A fully coupled electro-thermal model was created using COMSOL and combined to a research-oriented thermo-mechanical Finite Element (FE) code in order to accurately reproduce the micro-needle behavior under constant load and varying current intensity. The numerical simulations put in evidence the influence of the presence of a set of micro-needles on the temperature distribution.